For small/tiny parts and areas you have to apply before putting together (such as tanks, smoke stacks), I like the Testors that is in the black bottle thingy that Bob described, although it's a "B" to get it flowing initially.
For larger parts such as building sides, roofs, anything you can get to, I prefer Plastruc's PlasticWeld. The Testor's liquid is very good as well. Both of these are very fast drying which means you have to be fast, but if you hold the part in place, apply the glue down the inside edge of the mating parts with a brush, capillary action will take it on into the seam. The parts are secured in seconds. A plus with this type is if you make a mistake, all you have to do is apply the glue again and it will allow you to re-align or remove the part.